0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover119.57%IV2.52%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3637Delta0.0946Gamma57.89Leverage Ratio-0.7818Theta0.0007Rho21.05Eff Leverage0.0125Vega